Seasonal adjustment of the Spanish sales daily data

SERIEs

Enrique M. Quilis¹  Ramiro Ledo¹  Ángel Cuevas¹ 

[1] Research and Statistics Division, Tax Agency, Spain;

关键词: Tax data;    Daily time series;    Short-term forecasts;    Unobserved components model;    C22;    C32;    C53;   

DOI  :  10.1007/s13209-021-00251-7

来源: Springer

【 摘 要 】

We present a procedure to perform seasonal adjustment over daily sales data. The model adjusts daily information from the Immediate Supply of Information System for Value Added Tax declaration forms compiled by the Spanish Tax Agency. The procedure performs signal extraction and forecasting at the daily frequency, by means of an unobserved components model. The daily information allows a permanently updated monitoring of the short-term economic conditions of the Spanish economy.

【 授权许可】

CC BY